Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
30.12.2024 | 0.23% | 4.34 CHF | 4.35 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 217'578 CHF | 218'078 CHF | 100.00% | 100.00% |
27.12.2024 | 0.24% | 4.43 CHF | 4.44 CHF | 50'000 | 50'000 | 48'675 | 48'675 | 215'977 CHF | 216'476 CHF | 100.00% | 100.00% |
23.12.2024 | 0.23% | 4.37 CHF | 4.38 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 218'613 CHF | 219'113 CHF | 100.00% | 100.00% |
20.12.2024 | 0.24% | 4.35 CHF | 4.36 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 210'557 CHF | 211'057 CHF | 98.86% | 98.86% |
19.12.2024 | 0.23% | 4.30 CHF | 4.31 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 220'863 CHF | 221'363 CHF | 99.39% | 99.39% |
18.12.2024 | 0.20% | 4.86 CHF | 4.87 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 247'411 CHF | 247'911 CHF | 100.00% | 100.00% |
17.12.2024 | 0.22% | 4.93 CHF | 4.94 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 246'988 CHF | 247'538 CHF | 99.56% | 99.56% |
16.12.2024 | 0.20% | 4.92 CHF | 4.93 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 245'476 CHF | 245'976 CHF | 100.00% | 100.00% |
13.12.2024 | 0.20% | 4.87 CHF | 4.88 CHF | 50'000 | 50'000 | 50'000 | 50'000 | 246'630 CHF | 247'130 CHF | 100.00% | 100.00% |
12.12.2024 | 0.23% | 4.93 CHF | 4.94 CHF | 50'000 | 50'000 | 47'987 | 47'987 | 238'140 CHF | 238'678 CHF | 94.86% | 94.86% |